Variational estimation of the drift for stochastic differential equations from the empirical density

the effect of traffic density on the accident externality from driving the case study of tehran

در این پژوهش به بررسی اثر افزایش ترافیک بر روی تعداد تصادفات پرداخته شده است. به این منظور 30 تقاطع در شهر تهران بطور تصادفی انتخاب گردید و تعداد تصادفات ماهیانه در این تقاطعات در طول سالهای 89-90 از سازمان کنترل ترافیک شهر تهران استخراج گردید و با استفاده از مدل داده های تابلویی و نرم افزار eviews مدل خطی و درجه دوم تخمین زده شد و در نهایت این نتیجه حاصل شد که تقاطعات پر ترافیک تر تعداد تصادفا...

Convergence of the multistage variational iteration method for solving a general system of ordinary differential equations

In this paper, the multistage variational iteration method is implemented to solve a general form of the system of first-order differential equations. The convergence of the proposed method is given. To illustrate the proposed method, it is applied to a model for HIV infection of CD4+ T cells and the numerical results are compared with those of a recently proposed method.

Usage of the Variational Iteration Technique for Solving Fredholm Integro-Differential Equations

Integral and integro-differential equations are one of the most useful mathematical tools in both pure and applied mathematics. In this article, we present a variational iteration method for solving Fredholm integro-differential equations. This study provides an analytical approximation to determine the behavior of the solution. To show the efficiency of the present method for our proble...

The variational iteration method for a class of tenth-order boundary value differential equations

Backward stochastic differential equations with Young drift

We show the well-posedness of backward stochastic differential equations containing an additional drift driven by a path of finite q-variation with q ∈ [1, 2). In contrast to previous work, we apply a direct fixpoint argument and do not rely on any type of flow decomposition. The resulting object is an effective tool to study semilinear rough partial differential equations via a Feynman–Kac typ...